+11.3%
DOCU vs AMDL
+44.1%
-32.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -34.9% | +32.9% | -3.8% |
| 7D | -3.2% | -52.7% | +49.5% | -6.5% |
| 30D | +15.7% | -65.3% | +81.0% | +10.0% |
| 3M | +37.3% | -40.8% | +78.1% | +35.3% |
| 6M | +63.1% | -12.9% | +76.0% | +63.5% |
| YTD | +15.4% | +98.0% | -82.6% | +16.9% |
| 1Y | +11.3% | +30.1% | -18.8% | +15.5% |
| All | +11.3% | +44.1% | -32.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling